CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1187-0 |
1174-6 |
-12-2 |
-1.0% |
1191-2 |
High |
1199-4 |
1197-6 |
-1-6 |
-0.1% |
1224-0 |
Low |
1168-4 |
1174-6 |
6-2 |
0.5% |
1163-4 |
Close |
1170-0 |
1189-0 |
19-0 |
1.6% |
1170-0 |
Range |
31-0 |
23-0 |
-8-0 |
-25.8% |
60-4 |
ATR |
23-4 |
23-6 |
0-2 |
1.3% |
0-0 |
Volume |
20,828 |
18,108 |
-2,720 |
-13.1% |
60,766 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1256-1 |
1245-5 |
1201-5 |
|
R3 |
1233-1 |
1222-5 |
1195-3 |
|
R2 |
1210-1 |
1210-1 |
1193-2 |
|
R1 |
1199-5 |
1199-5 |
1191-1 |
1204-7 |
PP |
1187-1 |
1187-1 |
1187-1 |
1189-6 |
S1 |
1176-5 |
1176-5 |
1186-7 |
1181-7 |
S2 |
1164-1 |
1164-1 |
1184-6 |
|
S3 |
1141-1 |
1153-5 |
1182-5 |
|
S4 |
1118-1 |
1130-5 |
1176-3 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1367-3 |
1329-1 |
1203-2 |
|
R3 |
1306-7 |
1268-5 |
1186-5 |
|
R2 |
1246-3 |
1246-3 |
1181-1 |
|
R1 |
1208-1 |
1208-1 |
1175-4 |
1197-0 |
PP |
1185-7 |
1185-7 |
1185-7 |
1180-2 |
S1 |
1147-5 |
1147-5 |
1164-4 |
1136-4 |
S2 |
1125-3 |
1125-3 |
1158-7 |
|
S3 |
1064-7 |
1087-1 |
1153-3 |
|
S4 |
1004-3 |
1026-5 |
1136-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1295-4 |
2.618 |
1258-0 |
1.618 |
1235-0 |
1.000 |
1220-6 |
0.618 |
1212-0 |
HIGH |
1197-6 |
0.618 |
1189-0 |
0.500 |
1186-2 |
0.382 |
1183-4 |
LOW |
1174-6 |
0.618 |
1160-4 |
1.000 |
1151-6 |
1.618 |
1137-4 |
2.618 |
1114-4 |
4.250 |
1077-0 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1188-1 |
1188-6 |
PP |
1187-1 |
1188-3 |
S1 |
1186-2 |
1188-1 |
|